Mean first-passage times for systems driven by equilibrium persistent-periodic dichotomous noise

In a recent paper, [J. M. Porrà, J. Masoliver, and K. Lindenberg, Phys. Rev. E 48, 951 (1993)], we derived the equations for the mean first-passage time for systems driven by the coin-toss square wave, a particular type of dichotomous noisy signal, to reach either one of two boundaries. The coin-toss square wave, which we here call periodic-persistent dichotomous noise, is a random signal that can only change its value at specified time points, where it changes its value with probability q or retains its previous value with probability p=1-q. These time points occur periodically at time intervals t. Here we consider the stationary version of this signal, that is, equilibrium periodic-persistent noise. We show that the mean first-passage time for systems driven by this stationary noise does not show either the discontinuities or the oscillations found in the case of nonstationary noise. We also discuss the existence of discontinuities in the mean first-passage time for random one-dimensional stochastic maps.

Extreme times for volatility processes

Extreme times techniques, generally applied to nonequilibrium statistical mechanical processes, are also useful for a better understanding of financial markets. We present a detailed study on the mean first-passage time for the volatility of return time series. The empirical results extracted from daily data of major indices seem to follow the same law regardless of the kind of index thus suggesting an universal pattern. The empirical mean first-passage time to a certain level L is fairly different from that of the Wiener process showing a dissimilar behavior depending on whether L is higher or lower than the average volatility. All of this indicates a more complex dynamics in which a reverting force drives volatility toward its mean value. We thus present the mean first-passage time expressions of the most common stochastic volatility models whose approach is comparable to the random diffusion description. We discuss asymptotic approximations of these models and confront them to empirical results with a good agreement with the exponential Ornstein-Uhlenbeck model.

Time of ruin in a risk model with generalized Erlang (n) interclaim times and a constant dividend barrier

In this paper we analyze the time of ruin in a risk process with the interclaim times being Erlang(n) distributed and a constant dividend barrier. We obtain an integro-differential equation for the Laplace Transform of the time of ruin. Explicit solutions for the moments of the time of ruin are presented when the individual claim amounts have a distribution with rational Laplace transform. Finally, some numerical results and a compare son with the classical risk model, with interclaim times following an exponential distribution, are given.

The extent of the collateral circulation influences the postprandial increase in portal pressure in patients with cirrhosis.

Background: In cirrhosis, repeated flares of portal pressure and collateral blood flow provoked by postprandial hyperaemia may contribute to variceal dilation and rupture. Aim: To examine the effect of the extent of the collateral circulation on the postprandial increase in portal pressure observed in cirrhosis. Patients and methods: The hepatic venous pressure gradient (HVPG), hepatic blood flow and azygos blood flow were measured in 64 patients with cirrhosis before and after a standard liquid meal. Results: Peak increases in HVPG (median+14.9%), hepatic blood flow (median+25.4%), and azygos blood flow (median+32.2%) occurred at 30 min after the meal. Compared with patients with marked postprandial increase in HVPG (above the median, n¿=¿32), those showing mild (<15%, n¿=¿32) increase in HVPG had a higher baseline azygos flow (p<0.01) and underwent a greater postprandial increase in azygos flow (p<0.02). Hepatic blood flow increased similarly in both groups. Postprandial increases in HVPG were inversely correlated (p<0.001) with both baseline azygos flow (r¿=¿¿0.69) and its postprandial increase (r¿=¿¿0.72). Food intake increased nitric oxide products in the azygos (p<0.01), but not in the hepatic vein. Large varices (p<0.01) and previous variceal bleeding (p<0.001) were more frequent in patients with mild increase in HVPG. Conclusions: Postprandial hyperaemia simultaneously increases HVPG and collateral flow. The extent of the collateral circulation determines the HVPG response to food intake. Patients with extensive collateralisation show less pronounced postprandial increases in HVPG, but associated with marked flares in collateral flow. Collateral vessels preserve their ability to dilate in response to increased blood flow.

Science in Western Islam. The circulation of knowledge in Mediterranean region

La Mediterrània ha estat gresol de la circulació d¿idees i persones des de fa mil·lennis. Durant l¿edat mitjana, però, el moviment més rellevant va ser, tal vegada, el que es va produirentre l¿Orient (Maixriq) i l¿Occident (Magrib) islàmics. Els viatges d¿estudis, íntimament units a les prescripcions religioses,varen convertir els científics musulmans en membres especialment actius en la difusió dels coneixements i dels avenços ques¿anaven adquirint a la capital de l¿imperi, Bagdad. Lluny de ser mers «transportistes» de la ciència, el nivell cultural assolit durantl'edat d'or abbassí els va convertir en un dels clímaxs intel·lectuals de la història. Al principi, tot i restar en un discret segonpla, els científics del nord d¿Àfrica i, especialment, els científicsd'al-Andalus varen tenir un paper essencial en la transmissióde la ciència oriental cap a una Europa que en va recollir el testimoni.Per això l¿aportació de la cultura araboislàmica és un esglaó sense el qual és impossible entendre la ciència posterior.Els camps conreats foren diversos: medicina, agronomia,òptica... però l¿àmbit que presidí la ciència fou, sens dubte,l¿astronomia (relacionada, al seu torn, amb les matemàtiques i la geografia). Els noms dels astrònoms més rellevants (desd¿al-Khwarizmi fins a Azarquiel) i les fites que varen assolir justifiquen que fossin coneguts per un públic ampli. Malgrat tot, continuen essent uns grans desconeguts.

El marmor de Tarraco. Explotació, utilització i comercialització de la pedra de Santa Tecla en època romana Tarraco marmor. The Quarrying, Use and Trade of Santa Tecla Stone in Roman Times

Aquest és el llibre més complet que hi ha sobre la pedra de Santa Tecla i el llisós, dos materials procedents de Tarragona i molt utilitzats en època romana. Els autors, arqueòlegs i geòlegs, caracteritzen aquestes dues varietats i presenten el panorama de les seves aplicacions, i també donen pautes per identificar-les i diferenciar-les d’altres pedres que s’hi podrien confondre, com la “portasanta” o la pedra de Buixcarró.

Circulation of a Meaban-like virus in yellow-legged gulls and seabird ticks in the western Mediterranean Basin

In recent years, a number of zoonotic flaviviruses have emerged worldwide, and wild birds serve as their major reservoirs. Epidemiological surveys of bird populations at various geographical scales can clarify key aspects of the eco-epidemiology of these viruses. In this study, we aimed at exploring the presence of flaviviruses in the western Mediterranean by sampling breeding populations of the yellow-legged gull (Larus michahellis), a widely distributed, anthropophilic, and abundant seabird species. For 3 years, we sampled eggs from 19 breeding colonies in Spain, France, Algeria, and Tunisia. First, ELISAs were used to determine if the eggs contained antibodies against flaviviruses. Second, neutralization assays were used to identify the specific flaviviruses present. Finally, for colonies in which ELISA-positive eggs had been found, chick serum samples and potential vectors, culicid mosquitoes and soft ticks (Ornithodoros maritimus), were collected and analyzed using serology and PCR, respectively. The prevalence of flavivirus-specific antibodies in eggs was highly spatially heterogeneous. In northeastern Spain, on the Medes Islands and in the nearby village of L'Escala, 56% of eggs had antibodies against the flavivirus envelope protein, but were negative for neutralizing antibodies against three common flaviviruses: West Nile, Usutu, and tick-borne encephalitis viruses. Furthermore, little evidence of past flavivirus exposure was obtained for the other colonies. A subset of the Ornithodoros ticks from Medes screened for flaviviral RNA tested positive for a virus whose NS5 gene was 95% similar to that of Meaban virus, a flavivirus previously isolated from ticks of Larus argentatus in western France. All ELISA-positive samples subsequently tested positive for Meaban virus neutralizing antibodies. This study shows that gulls in the western Mediterranean Basin are exposed to a tick-borne Meaban-like virus, which underscores the need of exploring the spatial and temporal distribution of this flavivirus as well as its potential pathogenicity for animals and humans.

Empirical study of correlated survival times for recurrent events with proportional hazards margins and the effect of correlation and censoring.

Background: In longitudinal studies where subjects experience recurrent incidents over a period of time, such as respiratory infections, fever or diarrhea, statistical methods are required to take into account the within-subject correlation. Methods: For repeated events data with censored failure, the independent increment (AG), marginal (WLW) and conditional (PWP) models are three multiple failure models that generalize Cox"s proportional hazard model. In this paper, we revise the efficiency, accuracy and robustness of all three models under simulated scenarios with varying degrees of within-subject correlation, censoring levels, maximum number of possible recurrences and sample size. We also study the methods performance on a real dataset from a cohort study with bronchial obstruction. Results: We find substantial differences between methods and there is not an optimal method. AG and PWP seem to be preferable to WLW for low correlation levels but the situation reverts for high correlations. Conclusions: All methods are stable in front of censoring, worsen with increasing recurrence levels and share a bias problem which, among other consequences, makes asymptotic normal confidence intervals not fully reliable, although they are well developed theoretically.

Exit times in non-Markovian drifting continuous-time random-walk processes

By appealing to renewal theory we determine the equations that the mean exit time of a continuous-time random walk with drift satisfies both when the present coincides with a jump instant or when it does not. Particular attention is paid to the corrections ensuing from the non-Markovian nature of the process. We show that when drift and jumps have the same sign the relevant integral equations can be solved in closed form. The case when holding times have the classical Erlang distribution is considered in detail.

Empirical study of correlated survival times for recurrent events with proportional hazards margins and the effect of correlation and censoring.

Background: In longitudinal studies where subjects experience recurrent incidents over a period of time, such as respiratory infections, fever or diarrhea, statistical methods are required to take into account the within-subject correlation. Methods: For repeated events data with censored failure, the independent increment (AG), marginal (WLW) and conditional (PWP) models are three multiple failure models that generalize Cox"s proportional hazard model. In this paper, we revise the efficiency, accuracy and robustness of all three models under simulated scenarios with varying degrees of within-subject correlation, censoring levels, maximum number of possible recurrences and sample size. We also study the methods performance on a real dataset from a cohort study with bronchial obstruction. Results: We find substantial differences between methods and there is not an optimal method. AG and PWP seem to be preferable to WLW for low correlation levels but the situation reverts for high correlations. Conclusions: All methods are stable in front of censoring, worsen with increasing recurrence levels and share a bias problem which, among other consequences, makes asymptotic normal confidence intervals not fully reliable, although they are well developed theoretically.

Unidirectional quantum walks: Evolution and exit times

In this paper we focus our attention on a particle that follows a unidirectional quantum walk, an alternative version of the currently widespread discrete-time quantum walk on a line. Here the walker at each time step can either remain in place or move in a fixed direction, e.g., rightward or upward. While both formulations are essentially equivalent, the present approach leads us to consider discrete Fourier transforms, which eventually results in obtaining explicit expressions for the wave functions in terms of finite sums and allows the use of efficient algorithms based on the fast Fourier transform. The wave functions here obtained govern the probability of finding the particle at any given location but determine as well the exit-time probability of the walker from a fixed interval, which is also analyzed.

Young people and youth policies in Spain in times of austerity: between juggling and the trapeze

The aim of this article is to present and discuss the situation regarding young people and youth policy in Spain via the parameters of the magic triangle linking policy, research and action: (1) the situation of young people in Spain today -some indicators are highlighted regarding the main challenges and opportunities for young people, with references to the so-called"Ni-Nis" (neither studying nor working)- and the movement of the"outraged" youth that occupied the streets of Spain"s major cities in May 2011; (2) the current approaches adopted by public youth policies in Spain and limitations and difficulties encountered by the government in attempting to meet the demands of young people; (3) social work with young people and professionals involved in youth policies. In the last section, we conclude with some open questions and proposals for the immediate future

Seabirds and the circulation of Lyme borreliosis bacteria in the North Pacific

Seabirds act as natural reservoirs to Lyme borreliosis spirochetes and may play a significant role in the global circulation of these pathogens. While Borrelia burgdorferi sensu lato (Bbsl) has been shown to occur in ticks collected from certain locations in the North Pacific, little is known about interspecific differences in exposure within the seabird communities of this region. We examined the prevalence of anti-Bbsl antibodies in 805 individuals of nine seabird species breeding across the North Pacific. Seroprevalence varied strongly among species and locations. Murres (Uria spp.) showed the highest antibody prevalence and may play a major role in facilitating Bbsl circulation at a worldwide scale. Other species showed little or no signs of exposure, despite being present in multispecific colonies with seropositive birds. Complex dynamics may be operating in this wide scale, natural hostparasite system, possibly mediated by the host immune system and host specialization of the tick vector.